+103.8%
USB vs GPN
-12.5%
+116.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.3% | -0.4% |
| 7D | +2.6% | -5.6% | +8.2% | +4.0% |
| 30D | +8.4% | +13.6% | -5.2% | +3.2% |
| 3M | -5.5% | -2.8% | -2.7% | -5.5% |
| 6M | +17.7% | +38.1% | -20.3% | +3.8% |
| YTD | +17.6% | +19.9% | -2.4% | +8.0% |
| 1Y | +33.9% | +23.4% | +10.5% | +21.5% |
| 3Y | +103.8% | -12.6% | +116.5% | +96.9% |
| All | +103.8% | -12.5% | +116.3% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GPN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling